Tank tracks/treads breaking when rotating hull
Edit 13th Feb 2019 - Added Blend file for a query in 'Blender Artists'.

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The answer is in the way it's all put together, particularly the Origin points.  The Curve, Tracks and Empty must all share the same OP.

The steps below (deleted) cured my original tracks that I'd made ages ago and like yours, suffered badly with the screw effect when rotated in the Z axis.

I did this one with a single track, and duplicated it after.




The Details -

Delete all parentage and also delete the Empty.

Select the tank tracks and remove the curve modifier.  

"Apply" the array modifier as it stands.  (make it solid)

Set the cursor to 0,0,0 with ShiftC, 

Select the tracks, press ShiftS --> "Selected to Cursor".

Select the curve, and do the same (ShiftS)

With the tracks selected again, replace the curve modifier.

Add an empty with ShiftA.

Parent the tracks to the Empty

Parent the Curve to the Empty.

That should do it - you can rotate and move the Empty now without ill effects...

If this hasn't worked the 3D cursor may have been inadvertently moved from location 0,0,0.